线性回归分析在指数模型中的应用

通过线性回归方法对指数模型进行分析,并用Excel软件首先对参数进行逐步计算,再用R软件直接对参数进行估计,使学生更能理解一元线性回归模型中参数估计方法和应用。最后,再引入变量-社会消费品零售总额,分析其对股票价格的影响,结果显示2005年2月-2018年12月期间沪深300指数和社会消费品零售总额对平安银行收益率有显著影响。

The exponential model is analyzed by linear regression method, and the parameters are calculated step by Excel software, and then the parameters are estimated directly by R software, so that students can better understand the parameter estimation method and application in univariate linear regression model. Finally, the variable-the total retail sales of social consumer goods are introduced to analyze its impact on the stock price. The results show that the Shanghai and Shenzhen 300 index and the total retail sales of consumer goods have a significant impact on the return of Ping'an Bank from February 2005 to December 2018.